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Trade: FIL/USDT/360/MIDPRICE/HMA/4576

Strategy
FIL/USDT/360/MIDPRICE/HMA/4576
Pair
FIL_USDT
Interval
6h
Score
431578
Daily Profit
0.248016
Profit Factor
1.769339
Profitability
52.808989
Streak
0.000000
Best Strategy
Training Data Length
1820.000000
Evaluation Time
2025-10-09 15:30
Expiration Time
2025-12-02 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451389.8726 291256.0467 160133.826 288899.2025 -136626.1943 425525.3968
Total P&L (%) 451.3899 291.256 160.1338 288.8992 -136.6262 425.5254
Avg Daily Profit (%) 0.248 0.16 0.088 0.0747 0 0.0912
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157243 -108673 -68671 -2075598 -1362683 -1104875
Profit Factor 1.7693 2.0253 1.5291 1.0548 0.9462 1.1556
Total Trades 89 45 44 89 45 44
Winning Trades 47 23 24 47 23 24
Losing Trades 42 22 20 42 22 20
Profitability (%) 52.809 51.1111 54.5455 52.809 51.1111 54.5455
Ratio Avg Win / Avg Loss 1.5811 1.9373 1.2742 0.9426 0.9051 0.963
Largest Winning Trade 123162 123162 70779 489100 370074 489100
Largest Losing Trade -59616 -27498 -59616 -710703 -489902 -710703
Avg Bars in Trades 75 47 105 75 47 105
Avg Bars in Winners 100 51 147 100 51 147
Avg Bars in Losers 48 42 54 48 42 54
Bars Traded 6758 2134 4624 6758 2134 4624
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431578 408188 -73360 -254614 -580567 -121588
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606543200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760013041446,
    "expiration_time": 1764707040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            451389.8726426199,
            291256.0466562791,
            160133.8259863405,
            288899.2025186153,
            -136626.1943102773,
            425525.3968288931
        ],
        [
            451.389873,
            291.256047,
            160.133826,
            288.899203,
            -136.626194,
            425.525397
        ],
        [
            0.248016,
            0.160031,
            0.087986,
            0.074651,
            0,
            0.091208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157243,
            -108673,
            -68671,
            -2075598,
            -1362683,
            -1104875
        ],
        [
            1.769339,
            2.02532,
            1.529087,
            1.054772,
            0.946204,
            1.155594
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            52.808989,
            51.111111,
            54.545455,
            52.808989,
            51.111111,
            54.545455
        ],
        [
            1.581112,
            1.937263,
            1.274239,
            0.942562,
            0.905065,
            0.962995
        ],
        [
            123162,
            123162,
            70779,
            489100,
            370074,
            489100
        ],
        [
            -59616,
            -27498,
            -59616,
            -710703,
            -489902,
            -710703
        ],
        [
            75,
            47,
            105,
            75,
            47,
            105
        ],
        [
            100,
            51,
            147,
            100,
            51,
            147
        ],
        [
            48,
            42,
            54,
            48,
            42,
            54
        ],
        [
            6758,
            2134,
            4624,
            6758,
            2134,
            4624
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431578,
            408188,
            -73360,
            -254614,
            -580567,
            -121588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7280,
    "evaluation_days": 1820,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1606543200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760013041446,
    "expiration_time": 1764707040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)